Access Statistics for Degui Li

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Flexible Semiparametric Model for Time Series 0 0 0 53 0 4 5 84
A New Diagnostic Test for Cross-Section Independence in Nonparametric Panel Data Model 0 0 0 46 0 6 6 142
A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables 0 0 0 40 0 5 7 80
A flexible semiparametric model for time series 0 0 0 0 1 1 3 5
A flexible semiparametric model for time series 0 0 0 50 2 7 9 100
Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures 0 0 0 14 0 2 4 14
Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures 0 0 0 0 1 9 16 16
Detection and Estimation of Structural Breaks in High-Dimensional Functional Time Series 0 0 1 29 1 1 6 18
Detection of multiple structural breaks in large covariance matrices 0 0 0 14 1 10 12 24
Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data 0 0 1 20 2 8 13 28
Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data 0 0 4 4 1 9 18 18
Estimating Smooth Structural Change in Cointegration Models 0 0 0 67 1 7 8 153
Estimating Smooth Structural Change in Cointegration Models 0 0 0 124 1 5 8 214
Estimating Time-Varying Networks for High-Dimensional Time Series 0 1 2 62 0 8 15 31
Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects 0 0 1 127 3 6 11 332
Estimation in Semiparametric Time Series Regression 0 0 0 68 2 6 10 125
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 56 0 0 3 143
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 21 1 2 6 130
Estimation of Grouped Time-Varying Network Vector Autoregression Models 0 0 0 57 1 5 11 32
Estimation of Grouped Time-Varying Network Vector Autoregression Models 0 0 28 28 0 10 35 35
Estimation of Grouped Time-Varying Network Vector Autoregression Models 0 0 3 3 1 5 9 10
Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure 0 0 1 19 0 7 10 26
Generalized nonparametric smoothing with mixed discrete and continuous data 0 0 0 0 0 4 5 9
Inference of Grouped Time-Varying Network Vector Autoregression Models 0 0 0 5 5 12 14 28
Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression 0 0 0 59 3 8 10 112
Kernel-based inference in time-varying coefficient models with multiple integrated regressors 0 0 0 85 0 3 7 115
Local Linear Fitting Under Near Epoch Dependence: Uniform consistency with Convergence Rates 0 0 0 39 2 7 9 100
Loch Linear Fitting under Near Epoch Dependence: Uniform Consistency with Convergence Rate 0 0 0 4 0 4 8 35
Loch linear fitting under near epoch dependence: uniform consistency with convergence rate 0 0 0 2 2 5 6 34
New Semiparametric Estimation Procedure for Functional Coefficient Longitudinal Data Models 0 0 0 33 0 5 8 85
Non- and Semi-Parametric Panel Data Models: A Selective Review 0 0 2 99 1 4 10 193
Nonlinear Regression with Harris Recurrent Markov Chains 0 0 0 63 0 3 4 146
Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models 0 0 1 137 1 5 7 309
Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data 0 1 1 10 1 8 11 16
Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data 0 1 1 8 0 5 5 14
Nonparametric Homogeneity Pursuit in Functional-Coefficient Models 0 0 0 86 0 1 6 120
Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects 0 0 0 171 0 3 9 417
Semiparametric Dynamic Portfolio Choice with Multiple Conditioning Variables 0 0 0 32 0 2 2 122
Semiparametric GEE Analysis in Partially Linear Single-Index Models for Longitudinal Data 0 0 0 47 1 6 18 262
Semiparametric Model Averaging of Ultra-High Dimensional Time Series 0 0 0 68 1 2 4 109
Semiparametric Profile Likelihood Estimation of Varying Coefficient Models with Nonstationary Regressors 0 0 0 107 2 6 10 244
Semiparametric Regression Estimation in Null Recurrent Nonlinear Time Series 0 0 0 20 0 5 9 113
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence 0 0 0 50 3 6 12 177
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence 0 0 0 83 2 6 9 214
Semiparametric dynamic portfolio choice with multiple conditioning variables 0 0 0 8 0 1 2 38
Semiparametric dynamic portfolio choice with multiple conditioning variables 0 0 0 0 3 7 8 9
Semiparametric model averaging of ultra-high dimensional time series 0 0 0 0 0 6 7 11
Semiparametric model averaging of ultra-high dimensional time series 0 0 0 32 5 8 11 83
Specification Testing in Nonstationary Time Series Models 0 0 0 73 2 12 14 158
To Smooth or Not to Smooth? The Case of Discrete Variables in Nonparametric Regression 0 0 0 6 3 7 11 41
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 32 5 13 16 125
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 31 0 6 11 125
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 22 1 3 7 95
Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression 0 0 0 18 1 7 8 97
Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression 0 0 0 34 1 4 6 103
Total Working Papers 0 3 46 2,366 64 307 509 5,619
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NEW DIAGNOSTIC TEST FOR CROSS-SECTION UNCORRELATEDNESS IN NONPARAMETRIC PANEL DATA MODELS 0 0 0 20 0 6 7 86
A flexible semiparametric forecasting model for time series 1 3 3 37 1 11 16 152
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables 0 1 1 10 1 6 9 49
Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors 0 0 0 2 0 2 4 34
Asymptotic normality for L1-norm kernel estimator of conditional median under association dependence 0 0 1 4 9 13 15 65
Change point estimators by local polynomial fits under a dependence assumption 0 0 0 16 1 3 6 80
Detection of Multiple Structural Breaks in Large Covariance Matrices 0 1 1 2 2 13 14 20
Estimating smooth structural change in cointegration models 0 0 0 23 0 6 15 101
Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects 0 0 0 48 3 6 11 158
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 27 3 7 15 102
Estimation in generalised varying-coefficient models with unspecified link functions 0 0 0 18 1 5 13 109
Estimation of Large Dynamic Covariance Matrices: A Selective Review 0 0 2 4 1 4 11 23
Estimation of a rank-reduced functional-coefficient panel data model with serial correlation 0 0 0 1 1 3 8 19
Estimation of semi-varying coefficient models with nonstationary regressors 0 0 1 10 3 6 11 120
Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure 1 2 4 9 1 5 13 25
Generalized nonparametric smoothing with mixed discrete and continuous data 0 0 0 10 2 10 13 62
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression 0 0 0 11 1 9 14 56
LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES 0 0 0 9 7 14 16 72
Local Linear M‐estimation in non‐parametric spatial regression 0 0 0 57 0 3 5 150
Local Whittle estimation of long‐range dependence for functional time series 0 1 2 11 0 6 10 29
Local composite quantile regression smoothing for Harris recurrent Markov processes 0 0 0 3 1 9 11 47
Long-Range Dependent Curve Time Series 0 0 0 4 0 3 5 16
Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients 0 0 1 7 0 2 3 25
Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models 0 1 3 19 2 9 19 83
Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data 0 0 0 8 0 6 8 32
Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates 0 0 1 4 3 7 11 59
Nonparametric estimation of large covariance matrices with conditional sparsity 0 0 0 10 1 3 9 35
Nonparametric homogeneity pursuit in functional-coefficient models 0 0 0 3 3 8 8 15
Non‐parametric time‐varying coefficient panel data models with fixed effects 0 0 0 129 2 8 14 376
Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks 0 1 1 10 1 8 10 41
Robust estimation in a nonlinear cointegration model 0 0 0 25 2 3 10 90
Robust nonlinear regression estimation in null recurrent time series 0 0 0 4 2 7 10 23
Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series 0 0 1 3 2 4 8 35
Semiparametric dynamic portfolio choice with multiple conditioning variables 0 0 0 4 1 7 13 59
Semiparametric trending panel data models with cross-sectional dependence 0 0 0 107 1 3 7 293
Spatial local M-estimation under association 0 0 1 14 2 7 8 57
Specification testing in nonstationary time series models 0 0 0 23 2 6 7 71
UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES 0 0 1 8 1 4 7 54
UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION 0 0 0 10 1 4 5 44
Variable selection in partially time-varying coefficient models 0 0 0 0 0 5 8 14
Total Journal Articles 2 10 24 724 64 251 407 2,981

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Statistics updated 2026-03-04